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  • Search: subject:"Local Linear Quasi-Maximum Likelihood Estimation"
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Year of publication
Subject
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Causality analysis 2 Estimation theory 2 Kausalanalyse 2 Maximum likelihood estimation 2 Maximum-Likelihood-Schätzung 2 Multivariate Analyse 2 Multivariate analysis 2 Schätztheorie 2 Local Linear Quasi-Maximum Likelihood Estimation 1 Local linear quasi-maximum likelihood estimation 1 Multivariate Causal Process 1 Multivariate causal process 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Simultaneous Confidence Interval 1 Time series analysis 1 Uniform confidence band 1 Zeitreihenanalyse 1
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Online availability
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Free 2
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Gao, Jiti 2 Peng, Bin 2 Wu, Wei Biao 2 Yan, Yayi 2
Published in...
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Journal of econometrics 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Time-varying multivariate causal processes
Gao, Jiti; Peng, Bin; Wu, Wei Biao; Yan, Yayi - In: Journal of econometrics 240 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015075008
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Cover Image
Time-varying multivariate causal processes
Gao, Jiti; Peng, Bin; Wu, Wei Biao; Yan, Yayi - 2022
Persistent link: https://www.econbiz.de/10013494365
Saved in:
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